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Speed of convergence for laws of rare events and escape rates
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dc.contributor.author | Freitas, Ana | |
dc.contributor.author | Freitas, Jorge | |
dc.contributor.author | Todd, Michael John | |
dc.date.accessioned | 2015-11-24T00:11:15Z | |
dc.date.available | 2015-11-24T00:11:15Z | |
dc.date.issued | 2015-04 | |
dc.identifier | 52377212 | |
dc.identifier | 1e3a1355-d0a8-486a-a80e-13e49c6ae148 | |
dc.identifier | 000350078400017 | |
dc.identifier | 85027941629 | |
dc.identifier.citation | Freitas , A , Freitas , J & Todd , M J 2015 , ' Speed of convergence for laws of rare events and escape rates ' , Stochastic Processes and their Applications , vol. 125 , no. 4 , pp. 1653-1687 . https://doi.org/10.1016/j.spa.2014.11.011 | en |
dc.identifier.issn | 1879-209X | |
dc.identifier.other | ORCID: /0000-0002-0042-0713/work/54181510 | |
dc.identifier.uri | https://hdl.handle.net/10023/7837 | |
dc.description | MT was partially supported by NSF grant DMS 1109587. All authors are supported by FCT (Portugal) projects PTDC/MAT/099493/2008 and PTDC/MAT/120346/2010, which are financed by national and European structural funds through the programs FEDER and COMPETE. All three authors were also supported by CMUP, which is financed by FCT (Portugal) through the programs POCTI and POSI, with national and European structural funds, under the project PEst-C/MAT/UI0144/2013. | en |
dc.description.abstract | We obtain error terms on the rate of convergence to Extreme Value Laws, and to the asymptotic Hitting Time Statistics, for a general class of weakly dependent stochastic processes. The dependence of the error terms on the ‘time’ and ‘length’ scales is very explicit. Specialising to data derived from a class of dynamical systems we find even more detailed error terms, one application of which is to consider escape rates through small holes in these systems. | |
dc.format.extent | 35 | |
dc.format.extent | 1044274 | |
dc.language.iso | eng | |
dc.relation.ispartof | Stochastic Processes and their Applications | en |
dc.subject | Extreme value theory | en |
dc.subject | Return time statistics | en |
dc.subject | Stationary stochastic processes | en |
dc.subject | Metastability | en |
dc.subject | QA Mathematics | en |
dc.subject | NDAS | en |
dc.subject.lcc | QA | en |
dc.title | Speed of convergence for laws of rare events and escape rates | en |
dc.type | Journal article | en |
dc.contributor.institution | University of St Andrews. Pure Mathematics | en |
dc.identifier.doi | 10.1016/j.spa.2014.11.011 | |
dc.description.status | Peer reviewed | en |
dc.date.embargoedUntil | 2015-11-24 |
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